Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties

Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties
Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This note analyzes how such risks have shifted over the past year. We estimate that the adverse impact of counterparty risk on high-grade... READ MORE...

Publication date: August 2009
ISBN 9781451873207
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: August 2009

PDF

Publication date: August 2009

ePub

Publication date: August 2009

Mobi

Publication date: August 2009

English